12 pieces thin-sliced prosciutto (about 4 by 7 in.; 6 oz. total)
Directions
Step #1 Using a small, rinse fish, sharp knife, discard innards, slit open smelt bellies, & pat dry.
Step #2 Rinse fennel.
Step #3 Trim & discard stalks & bruised spots.
Step #4 Rinse, drain, & chop feathery leaves.
Step #5 Using a slicer, cut fennel into 1/16-inch-thick pieces.
Step #6 Lay prosciutto slices flat.
Step #7 Lay equal portions of smelt across narrow width of prosciutto slices, then mound sliced fennel equally onto fish.
Step #8 Roll prosciutto to enclose fish & fennel, & secure with 2 parallel thin metal skewers crosswise through fish.
Step #9 Or cut prosciutto into strips.
Step #10 Wrap 1 smelt at a time with equal portions of fennel on a prosciutto strip.
Step #11 Thread crosswise onto skewers.
Step #12 Lay skewers on a lightly oiled barbecue grill over a solid bed of hot coals or high heat on a gas grill (you can hold your hand at grill level only 2 to 3 seconds).
Step #13 Cook until smelt are opaque but moist-looking in thickest part (cut 1 to test), about 6 mins; after 3 mins, turn skewers.
Step #14 Place skewers on a platter or plates & sprinkle with sliced fennel greens.
Step #15 Pull out skewers & add juice from lemon wedges to taste.
Step #16 Smelt bones are edible, if you like, but the skeletons can be lifted out whole & discarded.